The Complete Guide to Portfolio Performance

The Complete Guide to Portfolio Performance
Author: Georges Hubner
Publisher: John Wiley & Sons
Total Pages: 1095
Release: 2024-06-04
Genre: Business & Economics
ISBN: 1119930170

An intuitive and effective desk reference for performance measurement in asset and wealth management In The Complete Guide to Portfolio Performance: Appraise, Analyse, Act, a team of finance professors with extended practical experience deliver a hands-on desk reference for asset and wealth managers suitable for everyday use. Intuitively organized and full of concrete examples of the real-world implementation of the concepts discussed within, the book provides a comprehensive coverage of all important portfolio performance matters across 18 chapters of actionable and clearly described content. The authors have provided relevant cross-referencing where appropriate, “Key Takeaways and Equations” sections at the end of each chapter, and pointers to additional resources for anyone interested in pursuing further research. You'll also find: Discussions of more than a hundred classical and modern performance measures organized logically and with a focus on their applications Strategies for selecting appropriate performance measures based on your situation as a manager or investor Explanations of analytical techniques (statistical approaches, attribution, fund ratings...) enabling a comprehensive use of performance-related information Applications of portfolio performance criteria in concrete investment decision-making processes Highly actionable and logically organized material that's easy to find at a moment's notice A full set of pedagogical powerpoint slides and excel worksheets with all data and formulas Perfect for investors, portfolio managers, advisors, analysts, and regulators, The Complete Guide to Portfolio Performance is also a must-read reference for students and practitioners of asset and wealth management, as well as those pursuing certification such as CFA, CIPM, CIIA, and CAIA.

Practical Portfolio Performance Measurement and Attribution

Practical Portfolio Performance Measurement and Attribution
Author: Carl R. Bacon
Publisher: John Wiley & Sons
Total Pages: 488
Release: 2011-02-23
Genre: Business & Economics
ISBN: 1119995477

Performance measurement and attribution are key tools in informing investment decisions and strategies. Performance measurement is the quality control of the investment decision process, enabling money managers to calculate return, understand the behaviour of a portfolio of assets, communicate with clients and determine how performance can be improved. Focusing on the practical use and calculation of performance returns rather than the academic background, Practical Portfolio Performance Measurement and Attribution provides a clear guide to the role and implications of these methods in today's financial environment, enabling readers to apply their knowledge with immediate effect. Fully updated from the first edition, this book covers key new developments such as fixed income attribution, attribution of derivative instruments and alternative investment strategies, leverage and short positions, risk-adjusted performance measures for hedge funds plus updates on presentation standards. The book covers the mathematical aspects of the topic in an accessible and practical way, making this book an essential reference for anyone involved in asset management.

Active Index Investing

Active Index Investing
Author: Steven A. Schoenfeld
Publisher: John Wiley & Sons
Total Pages: 535
Release: 2011-08-04
Genre: Business & Economics
ISBN: 1118160800

For over three decades, indexing has become increasingly accepted by both institutional and individual investors. Index benchmarks and investment products that track them have been a driving force in the transformation of investment strategy from art to science. Yet investors’ understanding of the sophistication of this burgeoning field has lagged the growing use of index products. Active Index Investing is the definitive guide to how indexes are constructed, how index-based portfolios are managed, and how the world’s most sophisticated investors use index-based strategies to enhance performance, reduce costs and minimize the risks of investing. Active Index Investing provides a comprehensive overview of (1) the investment theories that are the foundation of index based investing, (2) best practices in benchmark construction, (3) the growing world of index-based investment vehicles, (4) cutting-edge index portfolio management techniq ues and (5) the myriad ways investors can and do capture the benefits of indexing. Active Index Investing has a unique format that captures the views and perspectives of over 40 of the investment industry’s leading experts and practitioners, while maintaining a holistic view of this complex subject matter. In addition to the Appendix and Glossary within the book, it features an E-ppendix, available at www.IndexUniverse.com

The Complete Guide to Investing in Index Funds

The Complete Guide to Investing in Index Funds
Author: Craig W. Baird
Publisher: Atlantic Publishing Company
Total Pages: 289
Release: 2009
Genre: Business & Economics
ISBN: 1601382057

Long kept a secret by financial insiders, index funds are rapidly growing in popularity. Index funds are unit trusts that track the performance of an index. An investor can buy shares comprising the index or buy a sample of shares that make up the index. A fund's value is linked to the index, meaning that if the index rises, the value of the fund also rises. Index funds outperform 80 percent of managed funds, and more and more investors are turning to these funds to reduce the anxiety and expense of trying to beat the market and predict what stocks, bonds, or mutual funds will perform well. In this book you will find out why insiders have kept these funds a secret and how you can benefit from them. In this new, comprehensive book, you will learn the different indexing methods, including traditional indexing, synthetic indexing, and enhanced indexing, and you will learn the advantages of index funds, among them low costs, simplicity, and lower turnovers. You will read about diversification, asset allocation, capital gains tax considerations, enhanced index funds, and the common mistakes investors make with index funds. Furthermore, you will learn how to achieve balance, how individual funds perform, how to use exchange traded funds for effective asset allocation, how to choose the right fund, how to develop a portfolio, how to gauge portfolio risk, and how to determine your risk capacity. We will provide you with a list of funds, specific strategies, and step-by-step guidance on active indexing. We will explain the efficiency of indexing, the flexibility of active portfolio management strategies, and the benefits of index funds compared to traditional mutual funds. Whether you are a first time investor or a stock market pro, you will discover valuable information about how index funds work, what factors to consider before investing, and how to avoid common pitfalls. By reading The Complete Guide to Investing in Index Funds you will ultimately learn how to maximize your return while minimizing your risk. Atlantic Publishing is a small, independent publishing company based in Ocala, Florida. Founded over twenty years ago in the company presidentâe(tm)s garage, Atlantic Publishing has grown to become a renowned resource for non-fiction books. Today, over 450 titles are in print covering subjects such as small business, healthy living, management, finance, careers, and real estate. Atlantic Publishing prides itself on producing award winning, high-quality manuals that give readers up-to-date, pertinent information, real-world examples, and case studies with expert advice. Every book has resources, contact information, and web sites of the products or companies discussed.

Portfolio Performance A Complete Guide - 2019 Edition

Portfolio Performance A Complete Guide - 2019 Edition
Author: Gerardus Blokdyk
Publisher: 5starcooks
Total Pages: 298
Release: 2019-08-18
Genre:
ISBN: 9780655904601

How can you improve portfolio performance? Was a portfolio performance charter developed? Why not do portfolio performance? Who sets the portfolio performance standards? Is there a critical path to deliver portfolio performance results? This exclusive Portfolio Performance self-assessment will make you the reliable Portfolio Performance domain leader by revealing just what you need to know to be fluent and ready for any Portfolio Performance challenge. How do I reduce the effort in the Portfolio Performance work to be done to get problems solved? How can I ensure that plans of action include every Portfolio Performance task and that every Portfolio Performance outcome is in place? How will I save time investigating strategic and tactical options and ensuring Portfolio Performance costs are low? How can I deliver tailored Portfolio Performance advice instantly with structured going-forward plans? There's no better guide through these mind-expanding questions than acclaimed best-selling author Gerard Blokdyk. Blokdyk ensures all Portfolio Performance essentials are covered, from every angle: the Portfolio Performance self-assessment shows succinctly and clearly that what needs to be clarified to organize the required activities and processes so that Portfolio Performance outcomes are achieved. Contains extensive criteria grounded in past and current successful projects and activities by experienced Portfolio Performance practitioners. Their mastery, combined with the easy elegance of the self-assessment, provides its superior value to you in knowing how to ensure the outcome of any efforts in Portfolio Performance are maximized with professional results. Your purchase includes access details to the Portfolio Performance self-assessment dashboard download which gives you your dynamically prioritized projects-ready tool and shows you exactly what to do next. Your exclusive instant access details can be found in your book. You will receive the following contents with New and Updated specific criteria: - The latest quick edition of the book in PDF - The latest complete edition of the book in PDF, which criteria correspond to the criteria in... - The Self-Assessment Excel Dashboard - Example pre-filled Self-Assessment Excel Dashboard to get familiar with results generation - In-depth and specific Portfolio Performance Checklists - Project management checklists and templates to assist with implementation INCLUDES LIFETIME SELF ASSESSMENT UPDATES Every self assessment comes with Lifetime Updates and Lifetime Free Updated Books. Lifetime Updates is an industry-first feature which allows you to receive verified self assessment updates, ensuring you always have the most accurate information at your fingertips.

Investments and Portfolio Performance

Investments and Portfolio Performance
Author: Edwin J. Elton
Publisher: World Scientific
Total Pages: 417
Release: 2011
Genre: Business & Economics
ISBN: 9814335401

This book contains the recent contributions of Edwin J. Elton and Martin J. Gruber to the field of investments. All of the articles in this book have been published in the leading finance and economic journals. Sixteen of the twenty articles have been published in the last ten years. This book supplements the earlier contributions of the editors published by MIT Press in 1999.

Portfolio Performance Measurement and Benchmarking, Chapter 12 - Conditional Performance Evaluation

Portfolio Performance Measurement and Benchmarking, Chapter 12 - Conditional Performance Evaluation
Author: Jon A. Christopherson
Publisher: McGraw Hill Professional
Total Pages: 14
Release: 2009-05-15
Genre: Business & Economics
ISBN: 0071733183

Here is a chapter from Portfolio Performance Measurement and Benchmarking, which will help you create a system you can use to accurately measure your performance. The authors highlight common mechanical problems involved in building benchmarks and clearly illustrate the resulting fallouts. The failure to choose the right investing performance benchmarks often leads to bad decisions or inaction and, inevitably, lost profits. In this book you will discover a foundation for benchmark construction and discuss methods for all different asset classes and investment styles.

Your Complete Guide to Factor-Based Investing

Your Complete Guide to Factor-Based Investing
Author: Andrew L. Berkin
Publisher:
Total Pages: 360
Release: 2016-10-07
Genre: Business & Economics
ISBN: 9780692783658

There are hundreds of exhibits in the investment "factor zoo." Which ones are actually worth your time, and your money? Andrew L. Berkin and Larry E. Swedroe, co-authors of The Incredible Shrinking Alpha, bring you a thorough yet still jargon-free and accessible guide to applying one of today's most valuable quantitative, evidence-based approaches to outperforming the market: factor investing. Designed for savvy investors and professional advisors alike, Your Complete Guide to Factor-Based Investing: The Way Smart Money Invests Today takes you on a journey through the land of academic research and an extensive review of its 50-year quest to uncover the secret of successful investing. Along the way, Berkin and Swedroe cite and distill more than 100 academic papers on finance and introduce five unique criteria that a factor (at its most basic, a characteristic or set of characteristics common among a broad set of securities) must meet to be considered worthy of your investment. In addition to providing explanatory power to portfolio returns and delivering a premium, Swedroe and Berkin argue a factor should be persistent, pervasive, robust, investable and intuitive. By the end, you'll have learned that, within the entire "factor zoo," only certain exhibits are worth visiting and only a handful of factors are required to invest in the same manner that made Warren Buffett a legend. Your Complete Guide to Factor-Based Investing: The Way Smart Money Invests Today offers an in-depth look at the evidence practitioners use to build portfolios and how you as an investor can benefit from that knowledge, rendering it an essential resource for making the informed and prudent investment decisions necessary to help secure your financial future.

Stocks for the Long Run 5/E: The Definitive Guide to Financial Market Returns & Long-Term Investment Strategies

Stocks for the Long Run 5/E: The Definitive Guide to Financial Market Returns & Long-Term Investment Strategies
Author: Jeremy J. Siegel
Publisher: McGraw Hill Professional
Total Pages: 448
Release: 2014-01-10
Genre: Business & Economics
ISBN: 0071800522

The stock-investing classic--UPDATED TO HELP YOU WIN IN TODAY'S CHAOTIC GLOBAL ECONOMY Much has changed since the last edition of Stocks for the Long Run. The financial crisis, the deepest bear market since the Great Depression, and the continued growth of the emerging markets are just some of the contingencies directly affecting every portfolio inthe world. To help you navigate markets and make the best investment decisions, Jeremy Siegel has updated his bestselling guide to stock market investing. This new edition of Stocks for the Long Run answers all the important questions of today: How did the crisis alter the financial markets and the future of stock returns? What are the sources of long-term economic growth? How does the Fed really impact investing decisions? Should you hedge against currency instability? Stocks for the Long Run, Fifth Edition, includes brand-new coverage of: THE FINANCIAL CRISIS Siegel provides an expert’s analysis of the most important factors behind the crisis; the state of current stability/instability of the financial system and where the stock market fits in; and the viability of value investing as a long-term strategy. CHINA AND INDIA The economies of these nations are more than one-third larger than they were before the 2008 financial crisis; you'll get the information you need to earn long-termprofits in this new environment. GLOBAL MARKETS Learn all there is to know about the nature, size, and role of diversification in today’s global economy; Siegel extends his projections of the global economy until the end of this century. MARKET VALUATION Can stocks still provide 6 to 7 percent per year after inflation? This edition forecasts future stock returns and shows how to determine whether the market is overvalued or not. Essential reading for every investor and advisor who wants to fully understand the forces that move today's markets, Stocks for the Long Run provides the most complete summary available of historical trends that will help you develop a sound and profitable long-term portfolio. PRAISE FOR STOCKS FOR THE LONG RUN: “Jeremy Siegel is one of the great ones.” —JIM CRAMER, CNBC’s Mad Money “[Jeremy Siegel’s] contributions to finance and investing are of such significance as to change the direction of the profession.” —THE FINANCIAL ANALYST INSTITUTE “A simply great book.” —FORBES “One of the top ten business books of the year.” —BUSINESSWEEK “Should command a central place on the desk of any ‘amateur’ investor or beginning professional.” —BARRON’S “Siegel’s case for stocks is unbridled and compelling.” —USA TODAY “A clearly written, neatly organized, highly persuasive exposition that lifts the veil of mystery from investing.” —JOHN C. BOGLE, founder and former Chairman, The Vanguard Group